+400.4%
HBM vs ABCL
-39.9%
+440.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.7% |
| 7D | +7.4% | +1.4% | +5.9% | +7.1% |
| 30D | +5.1% | +65.1% | -60.0% | -6.4% |
| 3M | +11.1% | +111.1% | -99.9% | -6.8% |
| 6M | +30.2% | +231.6% | -201.4% | -0.6% |
| YTD | +46.2% | +234.5% | -188.3% | +10.4% |
| 1Y | +120.0% | +174.3% | -54.3% | +70.6% |
| 3Y | +527.4% | +111.5% | +416.0% | +377.7% |
| 5Y | +400.4% | -37.3% | +437.7% | +338.6% |
| All | +400.4% | -39.9% | +440.3% | +338.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling